4th Topic

Linear Differential Equations

Differential Equations with Variable Coefficients
Equations Reducible to Linear Differential Equations
with Constant Coefficients
• Cauchy – Euler Linear Differential Equation
• Legendre’s Linear Differential Equations

Prepared by:
Prof. Sunil
Department of Mathematics & Scientific Computing
NIT Hamirpur (HP)

Differential Equations with variable coefficients: Reducible to

Equations with Constant Coefficients
1. Cauchy or Euler or Cauchy-Euler Differential Equation
or Equi-dimensional Equation:
An equation of the form

dn y d n −1 y dy
xn + k1x n −1 + ........... + k n −1 x + kny = X , (i)
dx n dx n −1 dx

where k i ’s are constants and X is a function of x only, is called Cauchy-Euler linear

equation.
Such equations can be reduced to linear differential equation with constant co-efficients,

by the substitution x = e t or t = log x ,

dy dy dt dy 1 dy d
so that = . = . ⇒x = Dy , where D ≡ .
dx dt dx dt x dx dt
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d2 y d  1 dy  1 dy 1 d  dy  dt 1 dy 1 d 2 y dt 1  d 2 y dy 
=  =− 2 +   =− 2 + = −
dx 2 dx  x dt  x dt x dt  dt  dx x dt x dt 2 dx x 2  dt 2 dt 

d2y
⇒ x2 = D 2 y − Dy = D(D − 1)y .
2
dx

d3 y
Similarly, x 3 = D(D − 1)(D − 2)y and so on.
dx 3

n dn y n −1 d n −1 y dy
Substituting these values in x + k1x + ........... + k n −1 x + k n y = X , we
n n −1 dx
dx dx
get a linear differential equation with constant co-efficients, which can be solved by the
methods already discussed.
Now let us solve the following Cauchy-Euler differential equations, which can be
reduced to linear differential equation with constant coefficient.

2 d2 y dy
Q.No.1.: Solve x 2
−x + y = log x .
dx dx
Sol.: This is the Cauchy-Euler linear equation.
dt 1
Putting x = e t ⇒ t = log x so that = .
dx x
dy dy dt dy 1 dy dy  d
∴ = . = . ⇒x = = Dy ∵ D ≡ dt 
dx dt dx dt x dx dt  

d2 y
and x 2 = D(D − 1)y .
dx 2
Then the given equation becomes

[D(D − 1) − D + 1]y = t ⇒ (D − 1)2 y = t , (i)

which is a linear differential equation with constant co-efficients.
Step 1. To find the complementary function

Its auxiliary equation is (m − 1)2 = 0 ⇒ m = 1, 1 .

∴ C. F. = (c1t + c 2 )e t .
Step 2. To find the particular integral
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1
P.I. =
(D − 1) 2
( )
t = (1 − D )− 2 t = 1 + 2D + 3D 2 + ........... t = t + 2.

Step 3. To find the complete solution

Now, since the complete solution is y = C.F. + P.I.

∴ y = (c1t + c 2 )e t + t + 2 .
Putting t = log x , we get
y = (c1 log x + c 2 )x + log x + 2 . Ans.

2 d2 y dy sin (log x ) + 1
Q.No.2.: Solve x 2
− 3x + y = log x .
dx dx x
Sol. This is the Cauchy-Euler linear equation.
dt 1
Putting x = e t ⇒ t = log x so that = ,
dx x
dy dy dt dy 1 dy dy  d
∴ = . = . ⇒x = = Dy ∵ D ≡ dt 
dx dt dx dt x dx dt  

d2 y
and x 2 = D(D − 1)y .
dx 2
Then the given equation becomes

[D(D − 1) − 3D + 1]y = t sin tt + 1 ⇒ (D 2 − 4D + 1)y = e − t t (sin t + 1) ,

e
which is a linear differential equation with constant co-efficients.
Step 1. To find the complementary function

(
Its auxiliary equation is m 2 − 4m + 1 = 0 ⇒ m = 2 ± 3 . )
∴ C. F. = c1e (2 + 3 )t + c 2 e (2 − 3 )t = e 2 t  c1e 3 t + c 2 e − 3 t  .
 
Step 2. To find the particular integral
1 1
P.I. = e − t t (sin t + 1) = e − t .t (sin t + 1)
D 2 − 4D + 1 (D − 1)2 − 4(D − 1) + 1
 1 1 
= e− t  2 t+ 2 t sin t  .
 D − 6D + 6 D − 6D + 6 
Linear Differential Equations: Equations reducible to linear equations with constant coefficients 4
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−1
1  6D − D 2 
1 1 1
Now 2 t = 1 − .t = (1 + D )t = (t + 1) .
D − 6D + 6 6  6 
 6 6

1 1
and 2
t sin t = I.P. of 2
eit .t , where I.P. is imaginary part.
D − 6D + 6 D − 6D + 6
1 1
=I.P. of ei t 2
t = I. P. of ei t 2
t
(D + i ) − 6(D + i ) + 6 D + (2i − 6)D + (5 − 6i )
−1
ei t  (2i − 6)D + D 2  e i t  2i − 6 
=I.P. of 1 +  t = I. P. of 1 − D t
5 - 6i  5 − 6i  5 − 6i  5 − 6i 

=I.P. of
5 + 6i
(cos t + i sin t ) t − 2i − 6 
61  5 − 6i 

= I.P. of
1
[(5 cos t − 6 sin t ) + i(5 sin t + 6 cos t )] t + 42 + 26i 
61  61 

=
26
(5 cos t − 6 sin t ) + 1 (5 sin t + 6 cos t ) t + 42 
3721 61  61 
t
= (5 sin t + 6 cos t ) + 2 (27 sin t + 191cos t )
61 3721
1 t
∴ P.I. = e − t  (t + 1) + (5 sin t + 6 cos t ) +
2
(27 sin t + 191cos t )
6 61 3721 
Step 3. To find the complete solution
Now, since the complete solution is y = C.F. + P.I.
1
∴ y = e2t  c1e 3t
+ c2e− 3t t
 + e− t  (t + 1) + (5 sin t + 6 cos t ) +
2
(27sin t + 191cos t )
  6 61 3721 
1
 (log x + 1) + log x (5 sin(log x ) + 6 cos(log x ))
3 1 6
= x 2  c1x 3 61
+ c2x − +   . Ans.
  x 2 
+
 3721
(27 sin (log x ) + 191cos(log x )) 

d2y dy
Q.No.3.: Solve x 2 + 4x + 2y = e x .
dx 2 dx
Sol. This is the Cauchy-Euler linear equation.
dt 1
Putting x = e t ⇒ t = log x so that = ,
dx x
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dy dy dt dy 1 dy dy  d
∴ = . = . ⇒x = = Dy ∵ D ≡ dt 
dx dt dx dt x dx dt  

d2 y
and x 2 = D(D − 1)y .
dx 2
Then the given equation becomes

[D(D − 1) + 4D + 2]y = ee
t
( )
⇒ D 2 + 3D + 2 y = ee ,
t

which is a linear differential equation with constant co-efficients.

Step 1. To find the complementary function

( )
Its auxiliary equation is m 2 + 3m + 2 = 0 ⇒ m = −1, − 2 .

∴ C.F. = c1e − t + c 2e −2 t = c1x −1 + c 2 x −2 .

Step 2. To find the particular integral
1 t 1 t  1 1  et
P.I. = ee = ee =  − e .
(D 2
+ 3D + 2 ) (D + 1)(D + 2)  D +1 D + 2 
1 et 1 −t t et 1 t
Now e = e .e e = e − t e t ee
D +1 D +1 (D − 1) + 1
1 t et
= e− t
D
t
( )
e e = e − t ∫ ee d e t = x −1 ∫ e x dx = x −1e x

1 t 1 t 1 t
ee = e −2 t .e 2 t e e = e −2 t e 2t e e
D+2 D+2 (D − 2) + 2
1 et 2t
= e− 2t
D
t
() (
e e = e − 2 t ∫ ee .e t d e t = x −2 ∫ e x x.dx = x −2 xe x − e x )
(
∴ P.I. = x −1e x − x −2 xe x − e x = x −2e x . )
Step 3. To find the complete solution
Now, since the complete solution is y = C.F. + P.I.

(
∴ y = c1x −1 + x −2 c 2 + e x . Ans. )
This is the required solution.
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2. Legendre’s linear equations:

An equation of the form
n
d n −1y
(ax + b)n d y
+ k1 (ax + b )n −1 + ............. + k n y = X , (ii)
dx n dx n −1
where ki’s are constants and X is function of x, is called Legendre’s linear equation.
Such equations can be reduced to linear equations with constant co-efficients by the

substitution ax + b = e t ⇒ t = log(ax + b ) ,
dy dy dt a dy
so that = . = .
dx dt dx (ax + b ) dt
dy d
⇒ (ax + b ) = aDy , where D ≡ .
dx dt

d2y d  a dy  − a 2 dy a d  dy  dt a2  d 2 y dy 
and =  = +   =  − 
dx 2 dx  ax + b dt  (ax + b )2 dt ax + b dt  dt  dx (ax + b )2  dt 2 dt 

d2 y
⇒ (ax + b )2 2
= a 2 D(D − 1)y .
dx
d3 y
Similarly, (ax + b )3 3
= a 3D(D − 1)(D − 2)y and so on.
dx
dn y d n −1y
Substituting these values in (ax + b )n + k1 (ax + b )n −1 + ............. + k n y = X ,
dx n dx n −1
we get a linear differential equation with constant co-efficients, which can be solved by
the methods already discussed.
Now let us solve the following Legendre’s linear equations, which can be reduced to
linear differential equation with constant coefficient.
d2y dy
Q.No.4.: Solve (1 + x )2 2
+ (1 + x ) + y = 2 sin[log(1 + x )].
dx dx
Sol.: Given equation is a Legendre’s linear equation.

Putting 1 + x = e t ⇒ t = log(1 + x ),
dy dy dt 1 dy
so that = . =
dx dt dx (1 + x ) dt

(1 + x ) dy = Dy , where D ≡ d
.
dx dt
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d2y
and (1 + x )2 = D(D − 1)y .
dx 2
Then the given equation becomes D(D − 1)y + Dy + y = 2 sin t

( )
⇒ D 2 + 1 y = 2 sin t , (i)
which is a linear differential equation with constant co-efficients.
Step 1. To find the complementary function

( )
Its auxiliary equation is m 2 + 1 = 0 ⇒ m = ± i .
∴ C.F. = c1 cos t + c 2 sin t .
Step 2. To find the particular integral
1 1
P. I. = 2 2
sin t = 2 t. sin t = t ∫ sin tdt = − t cos t .
D +1 2D
Step 3. To find the complete solution
Now, since the complete solution is y = C.F. + P.I.
∴ y = c1 cos[log(1 + x )] + c 2 sin[log(1 + x )] − log(1 + x ) cos[log(1 + x )] .
Hence, this is the required solution.

Now let us solve some more problems:

d2 y dy
Q.No.5.: Solve x 2 2
− 4x + 6y = x 2 .
dx dx
Sol.: This is the Cauchy-Euler linear equation.
dt 1
Putting x = e t ⇒ t = log x so that = .
dx x
dy dy dt dy 1 dy dy  d
∴ = . = . ⇒x = = Dy ∵ D ≡ dt 
dx dt dx dt x dx dt  

d2 y
and x 2 = D(D − 1)y .
dx 2
Then the given equation becomes

(
D(D − 1)y − 4Dy + 6 y = x 2 ⇒ D 2 − 5D + 6 y = e 2 t , )
which is a linear differential equation with constant co-efficients.
Step 1. To find the complementary function
Linear Differential Equations: Equations reducible to linear equations with constant coefficients 8
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( )
Its auxiliary equation is m 2 − 5m + 6 = 0 ⇒ m 2 − 2m − 3m + 6 = 0
⇒ (m − 2)(m − 3) = 0 ⇒ m = 3, 2 .

∴ C.F. = c1e 2 t + c 2e3t .

Step 2. To find the particular integral
1 1
P.I. = .e 2 t = t e 2 t = − te 2 t .
(D 2
− 5D + 6 ) (4 − 5)
Step 3. To find the complete solution
Now, since the complete solution is y = C.F. + P.I.

∴ y = c1e 2 t + c 2e3t − te 2 t = c1e 2 log x + c 2e3 log x − (log x )e 2 log x

= c1x 2 + c 2 x 3 − x 2 log x . Ans.

d2 y dy
Q.No.6.: Solve x 2 2
− 2x − 4y = x 4 .
dx dx
Sol.: This is the Cauchy’s homogeneous linear equation.
dt 1
Putting x = e t ⇒ t = log x so that = .
dx x
dy dy dt dy 1 dy dy  d
∴ = . = . ⇒x = = Dy ∵ D ≡ dt 
dx dt dx dt x dx dt  

d2 y
and x 2 = D(D − 1)y .
dx 2
Then the given equation becomes

(
D(D − 1)y − 2Dy − 4 y = e 4 t ⇒ D 2 − 3D − 4 y = e 4 t , )
which is a linear differential equation with constant co-efficients.
Step 1. To find the complementary function

( )
Its auxiliary equation is m 2 − 3m − 4 = 0 ⇒ m 2 − 4m + m − 4 = 0
⇒ m(m − 4) + 1(m − 4) = 0 ⇒ (m − 4)(m + 1) = 0 ⇒ m = −1, 4 .

∴ C. F. = c1e 4 t + c 2e − t .
Step 2. To find the particular integral
1 1 4t 1 4t
P.I. = e 4 t = t. e = te .
(D 2
− 3D − 4 ) 8−3 5
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Step 3. To find the complete solution

Now, since the complete solution is y = C.F. + P.I.
1 1
∴ y = c1e 4 t + c 2e − t + te 4 t = c1e 4 log x + c 2e − log x + (log x )e 4 log x
5 5

x4
⇒ y = c1x 4 + c 2 x −1 + log x . Ans.
5
d2 y dy
Q.No.7.: Solve x 2 − 3x + 4 y = (1 + x )2 .
dx 2 dx
Sol.: This is the Cauchy-Euler linear equation.
dt 1
Putting x = e t ⇒ t = log x so that = .
dx x
dy dy dt dy 1 dy dy  d
∴ = . = . ⇒x = = Dy ∵ D ≡ dt 
dx dt dx dt x dx dt  

2 d2 y
and x = D(D − 1)y .
dx 2
Then the given equation becomes

D(D − 1)y − 3Dy + 4 y = 1 + e t ( ) ⇒ (D

2 2
) (
− 4D + 4 y = 1 + e t , )
2

which is a linear differential equation with constant co-efficients.

Step 1. To find the complementary function

Its auxiliary equation is m 2 − 4m + 4 = 0 ⇒ m(m − 2 ) − 2(m − 2) = 0 ⇒ m = 2, 2 .

∴ C. F. = (c1t + c 2 )e 2 t .
Step 2. To find the particular integral
1 1
(D − 4D + 4)(1 + e ) = (D (1 + e )
t 2 2t
P.I. = + 2e t
2 2
− 4D + 4 )
1 1 1
= .1 + .e 2 t + 2. .e t
(D 2
− 4D + 4 ) (D 2
− 4D + 4 ) (D 2
− 4D + 4 )
1 t 2 2t 1 t2
= e0 t + e + 2e t = + 2e t + e 2 t .
(D 2
− 4D + 4 ) 2 4 2

Step 3. To find the complete solution

Now, since the complete solution is y = C.F. + P.I.
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t 2 2t 1
∴ y = (c1t + c 2 )e 2 t + 2e t + e +
2 4

2 log x 2 log x log x (log x )2 2 log x 1

= c1 log xe + c 2e + 2e + e +
2 4

x2
= c1 log xx 2 + c 2 x 2 + 2x + (log x )2 + 1
2 4

2 x 2 (log x )2 1
= (c1 log x + c 2 )x + 2x + + . Ans.
2 4
Q.No.8.: The radical displacement u in a rotating disc at a distance r from the axis is

d 2u du
given by r 2 2
+r − u + Kr 3 = 0 , where K is constant. Solve the equation
dr dr
under the conditions u = 0 when r = 0 and u = 0 when r = a .

d 2u du
Sol.: Given equation is r 2 2
+r − u + Kr 3 = 0 . (i)
dr dr

d 2u du
⇒ r2 +r − u = −Kr 3 .
dr 2 dr
This is the Cauchy-Euler linear equation.
dt 1
Putting r = e t ⇒ t = log r so that = .
dr r
du du dt du 1 du du  d
∴ = . = . ⇒r = = Du ∵ D ≡ dt 
dr dt dr dt r dr dt  

d 2u
and r 2 = D(D − 1)u .
dr 2
Then the given equation becomes

D(D − 1)u + Du − u = −Ke3t ⇒ D 2 u − Du + Du − u = −Ke3t ⇒ D 2 − 1 u = −Ke3t , ( )

which is a linear differential equation with constant co-efficients.
Step 1. To find the complementary function

(
Its auxiliary equation is m 2 − 1 = 0 ⇒ m = ±1 . )
∴ C. F. = c1e t + c 2e − t .
Step 2. To find the particular integral
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1 1
P.I. =
D 2
−1
(− Ke ) = − K e
3t
8
3t
.

Step 3. To find the complete solution

Now, since the complete solution is y = C.F. + P.I.

K 3t 1 Kr 3
∴ u = c1e t + c 2e − t − .e = c1r + c 2 . − .
8 r 8
(i) when u = 0, r = 0 ⇒ c2 = 0 ,
K 2
(ii) when u =0, r = a ⇒ c1 = a .
8
By putting these values in (ii), we get
K 2 K 3
u= a r− r .
8 8
K 2 2
Hence u =
8
(
r a − r . Ans. )
d2y 1 dy 12 log x
Q.No.9.: Solve 2
+ = .
dx x dx x2
Sol.: This is the Cauchy-Euler linear equation.
dt 1
Putting x = e t ⇒ t = log x so that = .
dx x
dy dy dt dy 1 dy dy  d
∴ = . = . ⇒x = = Dy ∵ D ≡ dt 
dx dt dx dt x dx dt  

d2 y
and x 2 = D(D − 1)y .
dx 2
Then the given equation becomes

∴ D(D − 1)y + Dy = 12t ⇒ D 2 y = 12t

d2y dy
⇒ 2
= 12t ⇒ = 6t 2 + c1 ⇒ y = 2t 3 + c1t + c 2 = 2(log x )3 + c1 log x + c 2 . Ans.
dt dt

d2 y dy
Q.No.10.: Solve x 2 2
− 2x − 4 y = x 2 + 2 log x .
dx dx
Sol.: This is the Cauchy-Euler linear equation.
dt 1
Putting x = e t ⇒ t = log x so that = .
dx x
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dy dy dt dy 1 dy dy  d
∴ = . = . ⇒x = = Dy ∵ D ≡ dt 
dx dt dx dt x dx dt  

d2 y
and x 2 = D(D − 1)y .
dx 2
Then the given equation becomes

( )
D(D − 1)y − 2Dy − 4 y = e 2 t + 2t ⇒ D 2 − 3D − 4 y = 2t + e 2 t ,
which is a linear differential equation with constant co-efficients.
Step 1. To find the complementary function

Its auxiliary equation is m 2 − 3m − 4 = 0 ⇒ (m + 1)(m − 4 ) ⇒ m = −1, 4 .

∴ C. F = c1e − t + c 2e 4 t .
Step 2. To find the particular integral
  
  
1 1  1  1 
P. I. = 2
(
D − 3D − 4 )( 6
)
e 2 t + 2 t = − e 2 t + −  .2t 
 4  1 −  D − 3D  
2

   4  
    

 2 
1 2 t 1   D 2 3D   D 2 3D 
= − e − 1+ − + − + ..............2 t
6 4   4 4   4 4  
 

1 1  3 e2t t 3
= − e 2 t − t −  = − − + .
6 2  4 6 2 8
Step 3. To find the complete solution
Now, since the complete solution is y = C.F. + P.I.
e 2 log x log x 3
∴ y = c1e −log x + c 2e 4 log x − − +
6 2 8
x 2 log x 3
= c1x −1 + c 2 x 4 − − + . Ans.
6 2 8
d3 y d2y dy
Q.No.11.: Solve x 3 + 3x 2 +x + 8y = 65 cos(log x )
dx 3 dx 2 dx
Sol.: This is the Cauchy-Euler linear equation.
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dt 1
Putting x = e t ⇒ t = log x so that = .
dx x
dy dy dt dy 1 dy dy  d
∴ = . = . ⇒x = = Dy , ∵ D ≡ 
dx dt dx dt x dx dt  dt 

d2 y d3y
x2 = D(D − 1)y and x 3 = D(D − 1)(D − 2)y .
dx 2 dx 3
Then the given equation becomes
[D(D − 1)(D − 2) + 3D(D − 1) + D + 8]y = 65 cos t
[( )
⇒ D 2 − D (D − 2) + 3D 2 − 3D + D + 8 y = 65 cos t ]
⇒ [D 3
]
− 2D 2 − D 2 + 2D + 3D 2 − 2D + 8 y = 65 cos t ⇒ D3 + 8 y = 65 cos t ,( )
which is a linear differential equation with constant co-efficients.
Step 1. To find the complementary function

( ) (
Its auxiliary equation is m 3 + 8 = 0 ⇒ (m + 2) m 2 − 2m + 4 = 0 ⇒ m = −2, 1 ± 3 i . )
[
∴ C.F. = c1e −2 t + e t c 2 cos 3 t + c3 sin 3 t . ]
Step 2. To find the particular integral

P. I. =
1
(65 cos t ) = 65. 1
. cos t = 65
(8 + D ) cos t = (8 cos t − sin t ) .
D3 + 8 (8 − D ) 64 − D 2
Step 3. To find the complete solution
Now, since the complete solution is y = C.F. + P.I.

(
∴ y = c1e −2 t + e t c 2 cos 3 t + c 3 sin 3 t + 8 cos t − sin t )
( [ ) ( )]
= c1e −2 log x + e log x c 2 cos 3 log x + c 3 sin 3 log x + 8 cos(log x ) − sin (log x )

= c1x −2 + x [c 2 cos( 3 log x ) + c 3 sin ( 3 log x )] + 8 cos(log x ) − sin (log x ) . Ans.

d3 y d2y  1
Q.No.12.: Solve x 3 3
+ 2x 2 + 2 y = 10 x +  .
2
dx dx  x
Sol.: This is the Cauchy-Euler linear equation.
dt 1
Putting x = e t ⇒ t = log x so that = .
dx x
dy dy dt dy 1 dy dy  d
∴ = . = . ⇒x = = Dy , ∵ D ≡ 
dx dt dx dt x dx dt  dt 
Linear Differential Equations: Equations reducible to linear equations with constant coefficients 14
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d2 y d3y
x2 = D(D − 1)y and x 3 = D(D − 1)(D − 2)y .
dx 2 dx 3
Then the given equation becomes

[D(D − 1)(D − 2) + 2D(D − 1) + 2]y = 10(e t + e− t )

[( )
⇒ D 2 − D (D − 2) + 2D 2 − 2D + 2 y = 10 e t + e − t ] ( )
⇒ [D 3
− 2D 2 − D 2 + 2D + 2D 2 − 2D + 2 y = 10 e t + e− t ] ( )
⇒ [D 3
] (
− D 2 + 2 y = 10 e t + e− t , )
which is a linear differential equation with constant co-efficients.
Step 1. To find the complementary function

Its auxiliary equation is m 3 − m 2 + 2 = 0 ⇒ (m + 1) m 2 − 2m + 2 = 0 . ( )

2± 4−8
⇒ m = −1 or m 2 − 2m + 2 = 0 ⇒ m = = 1± i .
2

∴ C. F. = c1e − t + e t (c 2 cos t + c3 sin t ) .

Step 2. To find the particular integral
1
P.I. =
(D 3
−D +2 2
) (
.10 e t + e − t )
 1 −t 1 t
 te − t e t 
= 10  3 e + 3 e  = 10  + .
(2
 D −D +2 D − D2 + 2  )  5 ( 2  )
Step 3. To find the complete solution
Now, since the complete solution is y = C.F. + P.I.

∴ y = c1e − t + e t (c 2 cos t + c 3 sin t ) + 2 te − t + 5e t

= c1e −log x + elog x (c 2 cos(log x ) + c3 sin (log x )) + 2 log xe− log x + 5elog x

2
⇒ y = c1x −1 + x[c 2 cos(log x ) + c 3 sin (log x )] + log x + 5x . Ans.
x
d2 y dy
Q.No.13.: Solve x 2 +x + y = log x sin (log x ) .
dx 2 dx
Sol.: This is the Cauchy-Euler linear equation.
Linear Differential Equations: Equations reducible to linear equations with constant coefficients 15
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dt 1
Putting x = e t ⇒ t = log x so that = .
dx x
dy dy dt dy 1 dy dy  d
∴ = . = . ⇒x = = Dy ∵ D ≡ dt 
dx dt dx dt x dx dt  

2 d2 y
and x = D(D − 1)y .
dx 2
Then the given equation becomes

[D(D − 1) + D + 1]y = t sin t ⇒ (D2 − D + D + 1)y = t sin t ⇒ (D2 + 1)y = t sin t ,

which is a linear differential equation with constant co-efficients.
Step 1. To find the complementary function

Its auxiliary equation is m 2 + 1 = 0 ⇒ m 2 = −1 ⇒ m = ± i .

∴ C.F. = c1 cos t + c 2 sin t.
Step 2. To find the particular integral
1 1
P. I. =
(D + 1)
2
(t sin t ) =
(D + 1) (
2
)
.t I. P. of ei t .

 1   it 1 
=I.P. of ei t 2
.t  = I. P. of e 2
.t 
 (D + i ) + 1   D + 2Di 

 1   it 1 t2 
=I.P. of ei t .t  =I. P. of e . 
 D(D + 2i )   (D + 2i ) 2 

  
 ei t 1  1   ei t  D  −1 2 
=I.P. of  .  .t 2  =I. P. of  .1 + . t 
 2 2i  1 + D   4i  2i  
  2i 

 ei t  D D2    ei t  2 t 1 
=I.P. of  1 − + − .....t 2  =I. P. of   t − − 
 4i  2i (2i )2    i 2 
    4i

 ei t 
=I.P. of  (
2t 2 + 2ti − 1  )
 8i 

=
−1
8
[ (
I. P of : i(cost + isint ) 2 t 2 − 1 + 2 ti )]
Linear Differential Equations: Equations reducible to linear equations with constant coefficients 16
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= [(
−1 2
8
)
2 t − 1 cos t − 2 t sin t =
−1
8
] [{ }
2(log x )2 − 1 cos log x − 2 log x sin (log x ) ]
Step 3. To find the complete solution
Now, since the complete solution is y = C.F. + P.I.

∴ y = c1 cos(log x ) + c 2 sin (log x ) − [{ 1

8
}
2(log x )2 − 1 cos log x − 2 log x sin (log x ) ]
sin (log x ) − [2(log x ) ]
1 2
= c1 cos(log x ) + c 2 cos(log x ) − cos(log x ) − 2 log x sin (log x )
8

y = c1 cos(log x ) + c 2 sin(log x ) +
1
(log x )sin(log x ) − log x cos(log x ) + 1 cos(log x ) . Ans.
4  2 

d2 y dy
Q.No.14.: Solve x 2 2
+ 2x − 12 y = x 3 log x .
dx dx
Sol.: This is the Cauchy-Euler linear equation.
dt 1
Putting x = e t ⇒ t = log x so that = .
dx x
dy dy dt dy 1 dy dy  d
∴ = . = . ⇒x = = Dy ∵ D ≡ dt 
dx dt dx dt x dx dt  

d2 y
and x 2 = D(D − 1)y .
dx 2
Then the given equation becomes

(
D(D − 1)y + 2Dy − 12 y = e3t t ⇒ D 2 + D − 12 y = e3t .t , )
which is a linear differential equation with constant co-efficients.
Step 1. To find the complementary function

Its auxiliary equation is m 2 + m − 12 = 0 ⇒ m 2 + 4m − 3m − 12 = 0 .

⇒ m(m + 4) − 3(m + 4) = 0 ⇒ (m − 3)(m + 4) = 0 ⇒ m = 3, − 4 .

∴ C. F. = c1e −4 t + c 2e3t .
Step 2. To find the particular integral
1 1
P. I. = .te 3t = e 3t . t
(D + 4)(D − 3) (D + 7 )D
Linear Differential Equations: Equations reducible to linear equations with constant coefficients 17
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e 3t 1  D D 2 
−1
e 3t 1  D   e 3t  1 1 D 
= . 1 +  .t = . 1− + − ... .t = . − +  t
7 D 7 7 D  7 49 
 7  D 7 49 

e 3t  t 2 1 1 
= − .t +  .
7  2 7 49 

Step 3. To find the complete solution

Now, since the complete solution is y = C.F. + P.I.

e 3t  t2 t 1 
∴ y = c1e −4 t + c 2 e 3t +  − + 
7  2 7 49 
 

 1  3 log x e 3 log x  (log x )2 (log x ) 

= c1e − 4 log x +  c 2 + e +  − 
 343  7  2 7 

x3  1 
= c1 x − 4 + c 3 x 3 + log x[7 log x − 2] . Ans.  where c 3 = c 2 +
98  343 

d2y dy
Q.No.15.: Solve (2x + 3)2 + (2x + 3) − 12 y = 6x .
dx 2 dx
Sol.: Given equation is a Legendre’s linear equation.

Putting ax + b = e t ⇒ t = log(ax + b ) ,
dy dy dt a dy
so that = . =
dx dt dx (ax + b ) dt
dy d
⇒ (ax + b ) = aDy , where D ≡ .
dx dt

d2y d  a dy  − a 2 dy a d  dy  dt a2  d 2 y dy 
and =  = +   =  − 
dx 2 dx  ax + b dt  (ax + b )2 dt ax + b dt  dt  dx (ax + b )2  dt 2 dt 

d2 y
⇒ (ax + b )2 2
= a 2 D(D − 1)y .
dx

dy d2y
Here a = 2, b = 3. Thus (2 x + 3) = 2Dy and (2x + 3)2 = 2 2 D(D − 1)y .
dx 2
dx
Then the given equation becomes

(
4D(D − 1)y + 2Dy − 12 y = 3e t − 9 ⇒ 4D 2 − 4D + 2D − 12 y = 3e t − 9 )
Linear Differential Equations: Equations reducible to linear equations with constant coefficients 18
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( )
⇒ 4D 2 − 2D − 12 y = 3e t − 9 ,
which is a linear differential equation with constant co-efficients.
Step 1. To find the complementary function
Its auxiliary equation is

(4m 2 − 2m − 12) = 0 ⇒ 2m 2 − m − 6 = 0 ⇒ 2m 2 − 4m + 3m − 6 = 0 .
3
⇒ 2m(m − 2 ) + 3(m − 2 ) = 0 ⇒ (2m + 3)(m − 2 ) = 0 ⇒ m = − , 2 .
2

∴ C. F. = c1e −3 / 2.t + c 2e 2 t .
Step 2. To find the particular integral
1 et 1
(4D − 2D − 12) ( )
t
P.I. = . 3e − 9 = 3. − 9.
2 2
4(1) − 2 − 12 (4D 2
− 2D − 12 ).1
3 t 9 1  −3 t 9 1 −3 t 3
=− e −  e 0t  = e − −  = e + .
10 2  (2D + 3)(D − 2)  10 2  6  10 4
Step 3. To find the complete solution
Now, since the complete solution is y = C.F. + P.I.
3 t 3
∴ y = c1e − 3 / 2.t + c 2 e 2 t − e +
10 4
3 3
= c1 (2 x + 3)− 3 / 2 + c 2 (2 x + 3)2 + − (2 x + 3) . Ans.
4 10

d2y dy
Q.No.16.: Solve (1 + x )2 + (1 + x ) + y = 4 cos log(1 + x ) .
dx 2 dx
Sol.: Given equation is a Legendre’s linear equation.

Putting ax + b = e t ⇒ t = log(ax + b ) ,
dy dy dt a dy
so that = . =
dx dt dx (ax + b ) dt
dy d
⇒ (ax + b ) = aDy , where D ≡ .
dx dt

d2y d  a dy  − a 2 dy a d  dy  dt a2  d 2 y dy 
and =  = +   =  − 
dx 2 dx  ax + b dt  (ax + b )2 dt ax + b dt  dt  dx (ax + b )2  dt 2 dt 
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d2 y
⇒ (ax + b )2 2
= a 2 D(D − 1)y .
dx
2
dy 2 d y
Here a = 1, b = 1. Thus (x + 1) = Dy and (x + 1) = 12 D(D − 1)y .
dx 2
dx
Then the given equation becomes

( ) (
D(D − 1)y + Dy + y = 4 cos t ⇒ D 2 − D + D + 1 y = 4 cos t ⇒ D 2 + 1 y = 4 cos t , )
which is a linear differential equation with constant co-efficients.
Step 1. To find the complementary function

Its auxiliary equation is m 2 + 1 = 0 ⇒ m 2 = −1 ⇒ m = ± i .

∴ C. F. = c1 cos t + c 2 sin t .
Step 2. To find the particular integral
1 1
P. I. = 4 cos t ⇒ 4t . cos t = 2t (sin t ) .
(D + 1)
2 2D

Step 3. To find the complete solution

Now, since the complete solution is y = C.F. + P.I.
∴ y = c1 cos t + c 2 sin t + 2 t sin t
= c1 cos log(1 + x ) + c 2 sin log(1 + x ) + 2 log(1 + x )sin log(1 + x ) . Ans.

d2y dy
Q.No.17.: Solve (3x + 2)2 + 3(3x + 2) − 36 y = 3x 2 + 4x + 1 .
dx 2 dx
Sol.: Given equation is a Legendre’s linear equation.

Putting ax + b = e t ⇒ t = log(ax + b ) ,
dy dy dt a dy
so that = . =
dx dt dx (ax + b ) dt
dy d
⇒ (ax + b ) = aDy , where D ≡ .
dx dt

d2y d  a dy  − a 2 dy a d  dy  dt a2  d 2 y dy 
and =  = +   =  − 
dx 2 dx  ax + b dt  (ax + b )2 dt ax + b dt  dt  dx (ax + b )2  dt 2 dt 

d2 y
⇒ (ax + b )2 2
= a 2 D(D − 1)y .
dx
Linear Differential Equations: Equations reducible to linear equations with constant coefficients 20
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dy d2y
Here a = 3, b = 2. Thus (3x + 2 ) = 3Dy and (3x + 2)2 = 3 2 D(D − 1)y
dx 2
dx
Then the given equation becomes
2
 et − 2   et − 2 

[9D(D − 1) + 3.3Dy − 36y] = 3  + 4.  +1
3   3 
   

e 2 t + 4 − 4e t et 8
(
⇒ 9D 2 − 9D + 9D − 36 y = ) 3
+ 4 − +1
3 3
e2t 1
(
⇒ 9D 2 − 36 y = ) − ,
3 3
which is a linear differential equation with constant co-efficients.
Step 1. To find the complementary function

( ) ( )
Its auxiliary equation is 9m 2 − 36 = 0 ⇒ 9 m 2 − 4 = 0 ⇒ (m − 2)(m + 2) = 0 ⇒ m = ±2 .

∴ C.F. = c1e 2 t + c 2 e −2 t = c1e 2 log(3x + 2 ) + c 2 e −2 log(3x + 2 ) .

Step 2. To find the particular integral

1  e2t 1  1  1 1 0t 
P.I. =  − =  .e 2t
− e 
9 D 2 − 4  3 3  27  D 2 − 4
( ) ( D2 − 4)  ( )
1  te 2 t  1  1  log(3x + 2 ) 2 log(3x + 2 ) 1 
=  + = .e + 
27  4  4  27  4 4

=
1
108
[
(3x + 2)2 log(3x + 2 ) + 1 . ]
Step 3. To find the complete solution
Now, since the complete solution is y = C.F. + P.I.

∴ y = c1e2 log(3x + 2 ) + c 2e − 2 log(3x + 2 ) +

1
108
[
(3x + 2 )2 log(3x + 2 ) + 1 ]
= c1 (3x + 2 )2 + c2 (3x + 2)− 2 +
1
108
[ ]
(3x + 2)2 log(3x + 2) + 1 . Ans.

d2y dy
Q.No.18.: Solve x 2 + 9x + 25y = 50 .
dx 2 dx
Sol.: This is the Cauchy-Euler linear equation.
Linear Differential Equations: Equations reducible to linear equations with constant coefficients 21
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dt 1
Putting x = e t ⇒ t = log x so that = .
dx x
dy dy dt dy 1 dy dy  d
∴ = . = . ⇒x = = Dy ∵ D ≡ dt 
dx dt dx dt x dx dt  

2 d2 y
and x = D(D − 1)y .
dx 2
Then the given equation becomes
D(D − 1)y + 9Dy + 25y = 50 .
which is a linear differential equation with constant co-efficients.
Step 1. To find the complementary function

Its auxiliary equation is m(m − 1) + 9m + 25 = 0 ⇒ m 2 + 8m + 25 = 0

− 8 ± 64 − 4 × 25 − 8 ± i6
⇒m= = = −4 ± i8
2 2

∴ C.F. = e −4 t (c1 cos 3t + c 2 sin 3t ) = e −4 log x [c1 cos(3 log x ) + c 2 sin (3 log x )]

= x −4 [c1 cos(3 log x ) + c 2 sin (3 log x )]

Step 2. To find the particular integral
1 1 50
P.I. = 50 = 50e 0 t = = 2.
D 2 + 8D + 25 D 2 + 8D + 25 25
Step 3. To find the complete solution
Now, since the complete solution is y = C.F. + P.I.

∴ y = x −4 [c1 cos(3 log x ) + c 2 sin (3 log x )] + 2 . Ans.

d2y 1
Q.No.19.: Solve x 2 − 2y = x 2 + .
2 x
dx
Sol.: This is the Cauchy-Euler linear equation.
dt 1
Putting x = e t ⇒ t = log x so that = .
dx x
dy dy dt dy 1 dy dy  d
∴ = . = . ⇒x = = Dy ∵ D ≡ dt 
dx dt dx dt x dx dt  

2 d2 y
and x = D(D − 1)y .
dx 2
Linear Differential Equations: Equations reducible to linear equations with constant coefficients 22
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Then the given equation becomes

D(D − 1) y − 2 y = e 2 t + e − t
which is a linear differential equation with constant co-efficients.
Step 1. To find the complementary function
Its auxiliary equation is m(m − 1) − 2 = 0

⇒ m 2 − m − 2 = 0 ⇒ (m − 2)(m + 1) = 0 ⇒ m = 2, − 1
1
∴ C.F. = c1e 2 t + c 2 e − t = c1x 2 + c 2 .
x
Step 2. To find the particular integral

e 2t e −t te 2 t te − t te 2 t te − t 1 2 t
P.I. =
D2 − D − 2
+
D2 − D − 2
= +
2D − 1 2D − 1
=
3
−
3 3
(
= te − te − t )
log x  2 1 
=
3
(
t 2t
e − e− t = )3 
x − .
x
Step 3. To find the complete solution
Now, since the complete solution is y = C.F. + P.I.
c 1 1
∴ y = c1x 2 + 2 +  x 2 −  log x . Ans.
x 3 x

d2y dy
Q.No.20.: Solve x 2 + 2x − 20 y = (x + 1)2 .
dx 2 dx
Sol.: This is the Cauchy-Euler linear equation.
dt 1
Putting x = e t ⇒ t = log x so that = .
dx x
dy dy dt dy 1 dy dy  d
∴ = . = . ⇒x = = Dy ∵ D ≡ dt 
dx dt dx dt x dx dt  

d2 y
and x 2 = D(D − 1)y .
dx 2
Then the given equation becomes

D(D − 1)y + 2Dy − 20 y = e 2 t + 2e t + 1

⇒ [D(D − 1) + 2D − 20]y = e 2 t + 2e t + 1
which is a linear differential equation with constant co-efficients.
Linear Differential Equations: Equations reducible to linear equations with constant coefficients 23
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Step 1. To find the complementary function

Its auxiliary equation is m(m − 1) + 2m − 20 = 0 ⇒ m 2 − m + 2m − 20 = 0

⇒ m 2 + m − 20 = 0 ⇒ (m + 5)(m − 4) = 0 ⇒ m = 4, − 5
1
∴ C.F. = c1e 4 t + c 2 e − 5t = c1x 4 + c 2 .
x5
Step 2. To find the particular integral

e 2t 2e t 1
P.I. = + +
2 2 2
D + D − 20 D + D − 20 D + D − 20

e 2t 2e t 1
= + +
2 2 2
2 + 2 − 20 1 + 1 − 20 0 + 0 − 20

e 2t et 1 e 2t e t 1 x2 x 1
= + + =− − − =− − − .
− 14 − 9 − 20 14 9 20 14 9 20
Step 3. To find the complete solution
Now, since the complete solution is y = C.F. + P.I.

x2 x 1
∴ y = c1x 4 + c 2 x − 5 − − − . Ans.
14 9 20
*************

d3y d2y dy
Q.No.21.: Solve x 2 − 4x +6 = 4.
3 2 dx
dx dx
Sol.: This is the Cauchy-Euler linear equation.
dt 1
Putting x = e t ⇒ t = log x so that = .
dx x
dy dy dt dy 1 dy dy  d
∴ = . = . ⇒x = = Dy ∵ D ≡ dt 
dx dt dx dt x dx dt  

d2 y
and x 2 = D(D − 1)y .
dx 2
Then the given equation becomes

which is a linear differential equation with constant co-efficients.

Step 1. To find the complementary function
Linear Differential Equations: Equations reducible to linear equations with constant coefficients 24
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Its auxiliary equation is.

∴ C.F. = .
Step 2. To find the particular integral
P.I.

Step 3. To find the complete solution

Now, since the complete solution is y = C.F. + P.I.
2
∴ y = c1 + c 2 x 3 + c 3 x 4 + x . Ans.
3

d3y d2y dy
Q.No.22.: Solve x 4 + 2x 3 − x2 + xy = 1 .
dx 3 dx 2 dx
Sol.: This is the Cauchy’s homogeneous linear equation.
dt 1
Putting x = e t ⇒ t = log x so that = .
dx x
dy dy dt dy 1 dy dy  d
∴ = . = . ⇒x = = Dy ∵ D ≡ dt 
dx dt dx dt x dx dt  

d2 y
and x 2 = D(D − 1)y .
dx 2
Then the given equation becomes

which is a linear differential equation with constant co-efficients.

Step 1. To find the complementary function
Its auxiliary equation is.
∴ C.F. = .
Step 2. To find the particular integral
P.I.

Step 3. To find the complete solution

Now, since the complete solution is y = C.F. + P.I.
1
∴ y = (c1 log x + c 2 )x + c 3 x −1 + log x . Ans.
4x
Linear Differential Equations: Equations reducible to linear equations with constant coefficients 25
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d2y dy
Q.No.1: Solve the following differential equation: x 2 −x + 2 y = x log x .
dx 2 dx
Ans.: y = x[c1 cos(log x ) + c 2 sin (log x )] + x log x .
d2y dy
Q.No.2: Solve the following differential equation: x 2 − 3x + 5 y = sin (log x ) .
2 dx
dx
1
Ans.: y = x 2 [c1 cos(log x ) + c 2 sin (log x )] + [sin (log x ) + cos(log x )]
8
d2y dy
Q.No.3: Solve the following differential equation: x 2 − 3x + 5y = x 2 sin (log x ) .
dx 2 dx
1 2
Ans.: y = x 2 [c1 cos(log x ) + c 2 sin (log x )] −
x log x cos(log x ) .
2
Q.No.4: Solve the following differential equation:
2 d2y dy
(1 + 2x ) − 6(1 + 2x ) + 16 y = 8(1 + 2x )2 .
2 dx
dx
[
Ans.: y = (1 + 2x ) c1 + c 2 log(1 + 2x ) + {log(1 + 2x )}2 .
2
]
d2y 2y 1
Q.No.5: Solve the following differential equation: x − =x+ .
2
dx x x2
1 1
Ans.: y = c1x 2 + c 2 x −1 +  x 2 −  log x .
3 x
d2y dy 1
Q.No.6: Solve the following differential equation: x 2 + 3x +y=
2
dx dx (1 − x )2
1
Ans.: y = (c1 log x + c 2 ) + 1 log x .
x x 1− x
Q.No.7: Solve the following differential equation:
2
(1 + x )2 d y
2
+ (1 + x )
dy
+ y = sin[2 log(1 + x )] .
dx dx
1
Ans.: y = c1 cos log(1 + x ) + c 2 sin log(1 + x ) − sin[2 log(1 + x )] .
3
Linear Differential Equations: Equations reducible to linear equations with constant coefficients 26
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5th Topic
Linear Differential Equations
Simultaneous Linear Equations with constant coefficients

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